Related papers: A Deep Generative Approach to Conditional Sampling
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…
Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
We propose a method for inferring the conditional indepen- dence graph (CIG) of a high-dimensional discrete-time Gaus- sian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as,…
Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow matching models have shown promise, they often ignore…
Machine learning provides a novel avenue for the study of experimental realizations of many-body systems, and has recently been proven successful in analyzing properties of experimental data of ultracold quantum gases. We here show that…
Recent research has proven neural networks to be a powerful tool for performing hyperspectral imaging (HSI) target identification. However, many deep learning frameworks deliver a single material class prediction and operate on a per-pixel…
Leveraging machine learning methods to solve constraint satisfaction problems has shown promising, but they are mostly limited to a static situation where the problem description is completely known and fixed from the beginning. In this…
We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
Conventional methods of estimating latent behaviour generally use attitudinal questions which are subjective and these survey questions may not always be available. We hypothesize that an alternative approach can be used for latent variable…
Deep learning provides a powerful tool for machine perception when the observations resemble the training data. However, real-world robotic systems must react intelligently to their observations even in unexpected circumstances. This…
When a missing process depends on the missing values themselves, it needs to be explicitly modelled and taken into account while doing likelihood-based inference. We present an approach for building and fitting deep latent variable models…
We propose a novel conditional diffusion model for contextual portfolio optimization that learns the cross-sectional distribution of next-day stock returns conditioned on high-dimensional asset-specific factors. Our model leverages a…
Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
Generative models have emerged as powerful tools for planning, with compositional approaches offering particular promise for modeling long-horizon task distributions by composing together local, modular generative models. This compositional…
Deep generative modeling has led to new and state of the art approaches for enforcing structural priors in a variety of inverse problems. In contrast to priors given by sparsity, deep models can provide direct low-dimensional…
Various deep generative models have been proposed to estimate potential outcomes distributions from observational data. However, none of them have the favorable theoretical property of general Neyman-orthogonality and, associated with it,…